An Augmented Lagrangian Filter Method for Real-Time Embedded Optimization
نویسندگان
چکیده
منابع مشابه
Augmented Lagrangian Filter Method∗
We introduce a filter mechanism to force convergence for augmented Lagrangian methods for nonlinear programming. In contrast to traditional augmented Lagrangian methods, our approach does not require the use of forcing sequences that drive the first-order error to zero. Instead, we employ a filter to drive the optimality measures to zero. Our algorithm is flexible in the sense that it allows fo...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2017
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2017.2694806